+2,779.2%
TSM vs PAYC
+1,229.9%
+1,549.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.5% | +3.6% |
| 7D | +2.7% | -2.9% | +5.6% | +3.3% |
| 30D | +3.6% | +32.8% | -29.2% | -3.1% |
| 3M | -3.4% | +69.3% | -72.7% | -15.0% |
| 6M | +20.6% | +74.0% | -53.4% | +4.5% |
| YTD | +41.9% | +46.4% | -4.5% | +27.3% |
| 1Y | +84.4% | +4.2% | +80.2% | +78.6% |
| 3Y | +380.2% | -19.7% | +400.0% | +372.2% |
| 5Y | +275.3% | -52.0% | +327.4% | +305.6% |
| 10Y | +1,751.4% | +356.9% | +1,394.5% | +1,125.1% |
| All | +2,779.2% | +1,229.9% | +1,549.4% | +1,544.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PAYC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling